-80.6%
TTD vs FHN
+88.9%
-169.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.8% | -2.5% |
| 7D | +1.7% | +2.7% | -0.9% | +1.0% |
| 30D | +1.6% | -3.1% | +4.7% | +2.6% |
| 3M | -27.8% | +2.3% | -30.2% | -28.3% |
| 6M | -52.1% | +9.7% | -61.9% | -53.5% |
| YTD | -63.1% | +4.7% | -67.8% | -63.7% |
| 1Y | -73.1% | +13.8% | -86.8% | -74.3% |
| 3Y | -83.3% | +131.6% | -214.9% | -86.8% |
| 5Y | -80.6% | +91.1% | -171.8% | -84.0% |
| All | -80.6% | +88.9% | -169.5% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling